+997.8%
HPQ vs FLUT
+2,054.3%
-1,056.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.4% |
| 7D | +6.9% | -1.6% | +8.6% | +7.1% |
| 30D | +14.4% | +7.7% | +6.7% | +13.7% |
| 3M | +25.6% | -0.7% | +26.3% | +25.4% |
| 6M | +75.0% | -11.2% | +86.2% | +76.0% |
| YTD | +50.7% | -53.4% | +104.1% | +57.9% |
| 1Y | +18.7% | -65.8% | +84.4% | +26.6% |
| 3Y | +21.5% | -44.9% | +66.5% | +25.4% |
| 5Y | +31.6% | -49.7% | +81.3% | +34.3% |
| 10Y | +216.1% | -9.7% | +225.8% | +214.3% |
| All | +997.8% | +2,054.3% | -1,056.5% | +1,164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling